+159.7%
GILD vs NVMI
+3,158.6%
-2,998.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.9% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +5.8% | -8.4% | +14.2% | +6.4% |
| 3M | +14.9% | -33.6% | +48.5% | +18.1% |
| 6M | -0.4% | -14.7% | +14.3% | -0.4% |
| YTD | +18.5% | +13.2% | +5.3% | +15.1% |
| 1Y | +25.1% | +29.0% | -3.9% | +19.5% |
| 3Y | +105.9% | +215.0% | -109.1% | +70.8% |
| 5Y | +143.0% | +268.6% | -125.6% | +91.6% |
| All | +159.7% | +3,158.6% | -2,998.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling